Input Arguments

RateSpec — Interest-rate term structurestructure

Interest-rate term structure (annualized and continuously compounded),
specified by the RateSpec obtained from intenvset. For information on the interest-rate
specification, see intenvset.

Data Types: struct

StockSpec1 — Stock specification for underlying asset 1structure

Stock specification for underlying asset 1. For information
on the stock specification, see stockspec.

stockspec can handle
other types of underlying assets. For example, for physical commodities
the price is represented by StockSpec.Asset, the
volatility is represented by StockSpec.Sigma, and
the convenience yield is represented by StockSpec.DividendAmounts.

Data Types: struct

StockSpec2 — Stock specification for underlying asset 2structure

Stock specification for underlying asset 2. For information
on the stock specification, see stockspec.

stockspec can handle
other types of underlying assets. For example, for physical commodities
the price is represented by StockSpec.Asset, the
volatility is represented by StockSpec.Sigma, and
the convenience yield is represented by StockSpec.DividendAmounts.